At the next screen, scroll down to find "OneDrive", located just beneath "Auto upload". Auto upload means that photos or videos will be automatically uploaded to a preferred area. Press "OneDrive" to show uploading options.

The options for automatically uploading include, "Don't upload", "Good quality (may use a data plan)" or "Best quality (needs WiFi)". The "Don't upload" option means that any photos taken will not automatically be uploaded to OneDrive. This may be a good option because it will allow you to choose which photos to keep on the phone and which to upload to OneDrive.